CME eMini Russell 2000 Future September 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
724.1 |
731.4 |
7.3 |
1.0% |
754.1 |
| High |
736.3 |
747.8 |
11.5 |
1.6% |
757.6 |
| Low |
720.0 |
727.3 |
7.3 |
1.0% |
721.4 |
| Close |
731.3 |
745.0 |
13.7 |
1.9% |
738.0 |
| Range |
16.3 |
20.5 |
4.2 |
25.8% |
36.2 |
| ATR |
17.2 |
17.4 |
0.2 |
1.4% |
0.0 |
| Volume |
154,750 |
167,866 |
13,116 |
8.5% |
984,114 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
801.5 |
793.8 |
756.3 |
|
| R3 |
781.0 |
773.3 |
750.6 |
|
| R2 |
760.5 |
760.5 |
748.8 |
|
| R1 |
752.8 |
752.8 |
746.9 |
756.7 |
| PP |
740.0 |
740.0 |
740.0 |
742.0 |
| S1 |
732.3 |
732.3 |
743.1 |
736.2 |
| S2 |
719.5 |
719.5 |
741.2 |
|
| S3 |
699.0 |
711.8 |
739.4 |
|
| S4 |
678.5 |
691.3 |
733.7 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
847.6 |
829.0 |
757.9 |
|
| R3 |
811.4 |
792.8 |
748.0 |
|
| R2 |
775.2 |
775.2 |
744.6 |
|
| R1 |
756.6 |
756.6 |
741.3 |
747.8 |
| PP |
739.0 |
739.0 |
739.0 |
734.6 |
| S1 |
720.4 |
720.4 |
734.7 |
711.6 |
| S2 |
702.8 |
702.8 |
731.4 |
|
| S3 |
666.6 |
684.2 |
728.0 |
|
| S4 |
630.4 |
648.0 |
718.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
747.8 |
715.5 |
32.3 |
4.3% |
17.6 |
2.4% |
91% |
True |
False |
163,442 |
| 10 |
764.1 |
715.5 |
48.6 |
6.5% |
17.2 |
2.3% |
61% |
False |
False |
185,494 |
| 20 |
764.1 |
699.4 |
64.7 |
8.7% |
17.4 |
2.3% |
70% |
False |
False |
207,009 |
| 40 |
764.1 |
646.2 |
117.9 |
15.8% |
18.7 |
2.5% |
84% |
False |
False |
236,081 |
| 60 |
766.2 |
646.2 |
120.0 |
16.1% |
17.7 |
2.4% |
82% |
False |
False |
221,771 |
| 80 |
766.2 |
646.2 |
120.0 |
16.1% |
16.4 |
2.2% |
82% |
False |
False |
166,431 |
| 100 |
766.2 |
646.2 |
120.0 |
16.1% |
15.9 |
2.1% |
82% |
False |
False |
133,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
834.9 |
|
2.618 |
801.5 |
|
1.618 |
781.0 |
|
1.000 |
768.3 |
|
0.618 |
760.5 |
|
HIGH |
747.8 |
|
0.618 |
740.0 |
|
0.500 |
737.6 |
|
0.382 |
735.1 |
|
LOW |
727.3 |
|
0.618 |
714.6 |
|
1.000 |
706.8 |
|
1.618 |
694.1 |
|
2.618 |
673.6 |
|
4.250 |
640.2 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
742.5 |
740.6 |
| PP |
740.0 |
736.1 |
| S1 |
737.6 |
731.7 |
|